LP40306352 Historical Sortino (Since Inception) Insights

JNL/PPM America Emerging Markets Debt Fund A (LP40306352)

10.01 -0.01 (-0.10%) USD | Sep 18 2026

Historical Sortino (Since Inception) Chart

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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Historical Historical Sortino (Since Inception) Data

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Date	Value

Historical Sortino Ratio Definition

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Average

Median

Historical Sortino (Since Inception) Benchmarks

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Fidelity Advisor New Markets Income Fund A	Upgrade
American Beacon Developing World Income Fund A	Upgrade
Columbia Emerging Markets Bond Fund A	Upgrade
Nuveen Emerging Markets Debt Fund A	Upgrade
Transamerica Emerging Markets Debt A	Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (Since Inception)	Upgrade
Alpha (vs YCharts Benchmark) (Since Inception)	Upgrade
Beta (vs YCharts Benchmark) (Since Inception)	Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade